+67.6%
TEL vs RY
+159.6%
-91.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -1.4% | +2.7% | -4.2% | -3.4% |
| 30D | -4.9% | -1.0% | -3.9% | -4.2% |
| 3M | +0.1% | +7.6% | -7.6% | -5.3% |
| 6M | +0.4% | +29.5% | -29.1% | -16.7% |
| YTD | -8.9% | +24.2% | -33.1% | -22.3% |
| 1Y | -0.3% | +46.4% | -46.7% | -23.3% |
| 3Y | +67.6% | +159.4% | -91.8% | -10.1% |
| All | +67.6% | +159.6% | -91.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling